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Da-Ke Li

3 papers hereh-index 1133 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.DG2
  • econ.EM1

identity via Semantic Scholar / OpenAlex

most citedLocal Projections vs. VARs: Lessons From Thousands of DGPs

26 citations · 26 across the 3 of their papers we have counts for

collaborators
Showing econ.EMShow all

1 paper · 1 filter

econ.EM2021★ 26 cited

Local Projections vs. VARs: Lessons From Thousands of DGPs

Dake Li, Mikkel Plagborg-Møller, Christian K. Wolf

We conduct a simulation study of Local Projection (LP) and Vector Autoregression (VAR) estimators of structural impulse responses across thousands of data generating processes, des…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.